Happened to me too, that right arm popped right off for me. I used some strong krazy glue on it to keep it in place since I didn't feel like returning it. What I found odd was that instead of finding any kind of glue residue on the arm it felt like there was grease there instead. It almost appears to me that they used the wrong substance on the arm which resulted in the arm falling off.
To answer Pop Collector's question, the joint where his forearm meets the elbow was incredibly loose so that when I posed him with the gun, the weight of the plastic gun was almost enough for the arm to fall right off. I used as little glue as possible so as to avoid any damage that the glue could cause and now the arm is holding in place. I didn't lose any mobility in the forearm either but I'm making sure not to put any unneeded pressure on it. Generally though, once I pose the figure, I very rarely move it around (Man of Steel Superman being the only exception).